This Week in Futures Options 93: Inverse Volatility Craziness
Inverse volatility craziness. 52-week highs in IV.
Listen to This Week in Futures Options 93: Inverse Volatility Craziness
Topics this week include:
- Winners: KC Wheat, Soybean Meal
- Losers: Lumber, Lean Hogs
Futures Options Feedback: Listeners have their say
- Comment from MJobain - Tell Erik he needs to do some research on bitcoin volatility.
- Comment from Luis J -Good show. Caught it on podcast. Checked out the VIX/Yield curve chart on CME website. I have to admit that looks like nonsense to me.
- Question from Scott Somer -Which products are closest to their 52 week highs in implied volatility?
- Question from Phil Bremer -Does Nick have any thoughts on the inverse volatility craziness?
- Comment from Patricky -Any more research notes for the show?
- Question from Revert -What's historical AVG for Nat Gas skew? Is it typically bid to the calls?
View Mark S. Longo's post archive >